Blog Entries

Kamakura Corporation Named to World Finance 100

July 30, 2014
American International Group Inc. Bonds:
A Reward to Risk Ratio Twice as High as the Median Bond Issue

July 29,2014
AT&T Inc. Bonds: Ten Times the Risk of IBM and Below Average Value

July 22, 2014
International Business Machines: An Updated Bond Market Ranking

July 16, 2014
Transocean Ltd. Bonds: High Risk, Low Return

July 15, 2014
The Walt Disney Company Bonds: Very Low Default Risk at a “No Brand” Price

July 15, 2014
Brazil, Italy, Spain, Credit Default Swaps and the
European Commission Short Sale Ban, 2010-2014

July 14, 2014
Bank of America and MBIA Lead U.S. Bank Credit Default Swap Trading Volume, 2010-2014

July 12, 2014
Banco Santander, S.A. Tops International Bank
Credit Default Swap Trading Volume, 2010 to 2014

July 11, 2014
Forward Fixed Rate Mortgage Yield Jumps 0.06% and Value of Mortgage Servicing Rights Drops This Week

July 10, 2014
J. C. Penney Leads Non-Bank Corporate Credit Default Swap Trading Volume

July 9, 2014
CDS Trading Volume for 1,206 Reference Names
For 207 Weeks Ended June 27, 2014

July 8, 2014
Hewlett-Packard Company Bonds: Default Risk Continues to Drop

July 3, 2014
Forward 1 Month T-Bill Rates Reverse Last Week’s Declines, Plateau Between 3.70% and 3.72% from 2021 to 2024

July 1, 2014
Kraft Foods Group Inc. Bonds: Under-rated, Low Risk and Solid Value

March 19, 2014
Stress Testing and Interest Rate Risk Models: A Multi-Factor Stress Testing Example

March 13, 2014
Stress Testing: A Credit Spread Ranking of 12 U.S. and 12 International Banks



Kamakura Blog


Credit default swaps have allowed banks and investors to improve the management of their credit risk, but they may represent a lurking source of contagion in a crisis.

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The eurozone is grappling with a fiscal crisis but its ability to cope is being hampered by a democracy deficit.

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Adaptation is a powerful force that helps ensure the survival of species, but it also has a dark side risk managers should keep in mind.

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Hedges of derivatives counterparty credit exposure - when based on credit default swap spreads - are unreliable and may lull banks into ignoring tail risks.

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European politicians are still blaming rating agencies for the continent's debt crisis - obscuring some of the real problems posed by ratings.

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